+36.6%
ORLY vs VLO
+196.5%
-159.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -2.4% | +5.3% | -7.7% | -2.5% |
| 30D | -6.8% | +18.2% | -25.0% | -7.2% |
| 3M | -4.8% | +53.3% | -58.1% | -5.9% |
| 6M | -9.1% | +70.4% | -79.5% | -10.6% |
| YTD | -5.9% | +143.4% | -149.3% | -9.2% |
| 1Y | -20.4% | +153.0% | -173.4% | -23.5% |
| 3Y | +36.6% | +195.0% | -158.4% | +29.6% |
| All | +36.6% | +196.5% | -159.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling